A collection of proximity operators implemented in Matlab and Python.
Proximity operators have become increasingly important tools as basic building blocks of proximal splitting algorithms,
a class of algorithms that decompose complex composite convex optimization methods into simple steps involving one of the
functions present in the model. This website provides formulas for efficiently computing the proximity operator of various functions, along with the associated codes.
In order to use the programs provided on this website:
Click on the button DOWNLOAD CODES to obtain all the provided codes.
Navigate the menu PROGRAMS to discover the list of available proximity operators.
By using this service, you agree to acknowledge this website when presenting results using our programs. In particular, we would appreciate if you could cite our user's guide using the reference below:
G. Chierchia, E. Chouzenoux, P. L. Combettes, and J.-C. Pesquet. "The Proximity Operator Repository. User's guide". Availaible online at [pdf]
The programs are provided as an aid for the implementation of proximal algorithms. As it is, they might help you, and it is our goal to provide you with the best possible codes.
However, errors are always possible. Please, use our codes at your own risks!
The codes provided here are distributed under the licence CeCill-B.